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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Journal of financial economics"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Microstructure of markets"
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Kapitaleinkommen
Market microstructure
78
Marktmikrostruktur
78
Börsenkurs
31
Share price
31
Theorie
29
Theory
29
Securities trading
25
Wertpapierhandel
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16
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15
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13
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Efficient market hypothesis
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Chang, Chiao-yi
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Chordia, Tarun
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Douglas Hanna, J.
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Fan, Jianqing
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Ge̜bka, Bartosz
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Li, Yingying
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Loughran, Tim
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Journal of financial economics
Journal of econometrics
16
Journal of banking & finance
6
Finance research letters
4
Journal of empirical finance
4
Working paper / National Bureau of Economic Research, Inc.
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CFS working paper series
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International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial markets
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Journal of international financial markets, institutions & money
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NBER Working Paper
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NBER working paper series
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Quantitative finance
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Working paper
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Asia-Pacific journal of financial studies
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Asian economic journal : journal of the East Asian Economic Association
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Econometric reviews
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International journal of theoretical and applied finance
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International review of economics & finance : IREF
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Journal of forecasting
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Journal of money, credit and banking : JMCB
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Journal of risk and financial management : JRFM
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Macroeconomic dynamics
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Meddelanden från Svenska Handelshögskolan
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Pacific-Basin finance journal
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SFB 649 discussion paper
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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28th Australasian Finance and Banking Conference
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Advances in Pacific Basin financial markets
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Applied financial economics
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Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
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ECONIS (ZBW)
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1
The information transmission effect and asset prices : evidence from the China B-share discount
Liao, Szu-Lang
;
Tsai, Tsung-Ying
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
),
pp. 73-85
Persistent link: https://www.econbiz.de/10011603390
Saved in:
2
The leverage effect puzzle : disentangling sources of bias at high frequency
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Li, Yingying
- In:
Journal of financial economics
109
(
2013
)
1
,
pp. 224-249
Persistent link: https://www.econbiz.de/10009765821
Saved in:
3
The relation between relative order imbalance and intraday futures returns : an application of the quantile regression model of Taiwan
Chang, Chiao-yi
;
Shie, Fu-shuen
- In:
Emerging markets finance & trade : a journal of the …
47
(
2011
)
3
,
pp. 69-87
Persistent link: https://www.econbiz.de/10009313728
Saved in:
4
Profitable predictability in the cross section of stock returns
Douglas Hanna, J.
;
Ready, Mark J.
- In:
Journal of financial economics
78
(
2005
)
3
,
pp. 463-505
Persistent link: https://www.econbiz.de/10003228835
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5
Order imbalance and individual stock returns : theory and evidence
Chordia, Tarun
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
72
(
2004
)
3
,
pp. 485-518
Persistent link: https://www.econbiz.de/10002089409
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6
Volume shocks and short-horizon stock return autocovariances : evidence from the Warsaw stock exchange
Ge̜bka, Bartosz
-
2003
Persistent link: https://www.econbiz.de/10001737978
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7
NYSE vs NASDAQ returns : market microstructure or the poor performance of initial public offerings?
Loughran, Tim
- In:
Journal of financial economics
33
(
1993
)
2
,
pp. 241-260
Persistent link: https://www.econbiz.de/10001142589
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